marcus evans is organizing the Examining the Impact of SOFR on Rate Strategy Conference on the 3rd to 5th of December in New York, United States of America.
This GFMI conference will examine key considerations in establishing economic differentials when addressing legacy derivative contracts, practical tools to develop fallback language in derivative products and the impact of SOFR on trading technology. Speakers will analyze the impact of a secured overnight rate on hedging, the liquidity of the futures market and the future of the swaps market. Finally delegates will get a chance to discuss the need for a term structure and the potential of SOFR becoming the primary reference rate
Attending this event will enable you to develop standardized fallback language to deal with permanent unavailability of LIBOR. Also you will learn how to establish an economic differential between SOFR and LIBOR contracts and understand the best methodologies for balancing CFTC and SOFR compliance. You can learn from key practical case studies from Nomura, US Treasury, ISDA, Bank of America, RBC.
If you want to find out more, please visit the event website http://bit.ly/2E5Al6e or contact Yiota Andreou at [email protected]
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